| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
7,076.5 |
7,084.5 |
8.0 |
0.1% |
7,042.0 |
| High |
7,097.0 |
7,120.0 |
23.0 |
0.3% |
7,120.0 |
| Low |
7,037.0 |
7,070.0 |
33.0 |
0.5% |
6,982.5 |
| Close |
7,081.5 |
7,100.0 |
18.5 |
0.3% |
7,066.0 |
| Range |
60.0 |
50.0 |
-10.0 |
-16.7% |
137.5 |
| ATR |
84.7 |
82.2 |
-2.5 |
-2.9% |
0.0 |
| Volume |
53,610 |
66,305 |
12,695 |
23.7% |
342,887 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,246.5 |
7,223.5 |
7,127.5 |
|
| R3 |
7,196.5 |
7,173.5 |
7,114.0 |
|
| R2 |
7,146.5 |
7,146.5 |
7,109.0 |
|
| R1 |
7,123.5 |
7,123.5 |
7,104.5 |
7,135.0 |
| PP |
7,096.5 |
7,096.5 |
7,096.5 |
7,102.5 |
| S1 |
7,073.5 |
7,073.5 |
7,095.5 |
7,085.0 |
| S2 |
7,046.5 |
7,046.5 |
7,091.0 |
|
| S3 |
6,996.5 |
7,023.5 |
7,086.0 |
|
| S4 |
6,946.5 |
6,973.5 |
7,072.5 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,468.5 |
7,405.0 |
7,141.5 |
|
| R3 |
7,331.0 |
7,267.5 |
7,104.0 |
|
| R2 |
7,193.5 |
7,193.5 |
7,091.0 |
|
| R1 |
7,130.0 |
7,130.0 |
7,078.5 |
7,162.0 |
| PP |
7,056.0 |
7,056.0 |
7,056.0 |
7,072.0 |
| S1 |
6,992.5 |
6,992.5 |
7,053.5 |
7,024.0 |
| S2 |
6,918.5 |
6,918.5 |
7,041.0 |
|
| S3 |
6,781.0 |
6,855.0 |
7,028.0 |
|
| S4 |
6,643.5 |
6,717.5 |
6,990.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,120.0 |
7,009.5 |
110.5 |
1.6% |
65.0 |
0.9% |
82% |
True |
False |
69,664 |
| 10 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
68.0 |
1.0% |
85% |
True |
False |
81,791 |
| 20 |
7,120.0 |
6,799.0 |
321.0 |
4.5% |
88.5 |
1.2% |
94% |
True |
False |
88,539 |
| 40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.5 |
1.2% |
87% |
False |
False |
85,459 |
| 60 |
7,143.5 |
6,567.5 |
576.0 |
8.1% |
80.5 |
1.1% |
92% |
False |
False |
94,490 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
80.5 |
1.1% |
94% |
False |
False |
71,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,332.5 |
|
2.618 |
7,251.0 |
|
1.618 |
7,201.0 |
|
1.000 |
7,170.0 |
|
0.618 |
7,151.0 |
|
HIGH |
7,120.0 |
|
0.618 |
7,101.0 |
|
0.500 |
7,095.0 |
|
0.382 |
7,089.0 |
|
LOW |
7,070.0 |
|
0.618 |
7,039.0 |
|
1.000 |
7,020.0 |
|
1.618 |
6,989.0 |
|
2.618 |
6,939.0 |
|
4.250 |
6,857.5 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,098.5 |
7,092.5 |
| PP |
7,096.5 |
7,085.5 |
| S1 |
7,095.0 |
7,078.0 |
|